Knight Capital: a Warm-Up for the Big One?

Anyone betting that the global financial system will continue to muddle along indefinitely deserves to reap the whirlwind that’s coming.  As the rest of us well know, the international banking system is being kept afloat solely by political lies, stupidity, corruption, greed and, most of all, egregiously misplaced confidence. It would seem to be only a matter of time before the rotted timbers of this belief system give way.  But what will be the catalyst?  The possibility or even likelihood that the financial system will be toppled by some event no one was expecting was the novel theme of Nassim Taleb’s widely read 2004 book, Fooled by Randomness.  In the New York Times, Taleb noted the following:  What we call here a Black Swan (and capitalize it) is an event with the following three attributes. First, it is an outlier, as it lies outside the realm of regular expectations, because nothing in the past can convincingly point to its possibility. Second, it carries an extreme impact. Third, in spite of its outlier status, human nature makes us concoct explanations for its occurrence after the fact, making it explainable and predictable.

In the seven years since Taleb’s book rose to the top of the bestseller list, any number of factors could have caused the banking system to implode but did not. Thus has the passage of time strengthened his thesis by challenging still-widespread expectations of a collapse “any day now.”  The possibility has not been negated, of course, but it seems increasingly unlikely that any of the well-known dreadnoughts that have been bearing down on us, including the Mayan calendar’s prophecy of the end of days, will terminate economic life as we know it. For in fact, the financial system has survived the de facto bankruptcy of Europe; a U.S. budget deficit now growing by more than a trillion dollars a year; the collapse of real estate prices in the U.S. and around the world; intractably high unemployment nearly everywhere; and “austerity” enough to push Europe to the brink of Depression.  And yet, here’s the U.S. stock market on yet another bullish tear, ignoring all of the bad news to focus instead on the latest drivel from the ECB’s Draghi.  In a sane world, Draghi’s words would go unremarked, and those who believe the central banks can reverse the collapse of, for one, a quadrillion-dollar financial derivatives bubble would be intellectual exiles.

So what will finally topple the house of cards?  The answer probably lies no farther from us than Knight Capital’s near-death experience last week.  One of the biggest players in the trading world, the firm’s computer’s went berserk and lost a reported $440 million in just 30 minutes. Two scary facts should not be lost on those who breathed a sigh of relief when Knight was rescued over the weekend by a group of erstwhile competitors. First, the entire edifice of global banking is hard-wired to the markets in exactly the same way that Knight is, driven by algorithms that are too quick to be overridden by humans. And second, the catastrophic failure of this fragile network seems all but inevitable.  Indeed, it keeps happening over and over again on a smaller scale – first with the May 2010 Flash Crash on Wall Street, then with several other high-profile computer failures, one of them involving a programming error that botched the IPO for BATS Global Markets, a firm that had built its reputation on systems expertise.

“Rogue algorithms” have gotten most of the blame, but even those who have created them cannot claim to know what to do about it. Slow the markets down?  It’s being talked about, but that would be like trying to control a rabid dog with tranquilizers. Speed has been bred into the DNA of global markets, and there is no going back. When a rogue instruction finally capsizes a market perhaps a hundred times the size of the one Knight was trading in, the devastation will be unstoppable.  At that point, we will have unleashed a “monster from the id” like the one in the 1950s sci-fi movie Forbidden Planet.  Loosely based on Shakespeare’s The Tempest, Krell civilization had designed an infinitely powerful reactor that could materialize whatever they desired. What they failed to reckon with was that the machine materialized murderous demons from their primitive subconscious while they slept. Will the vastly powerful computers that facilitate  lightning-fast trading on the world’s exchanges similarly run amok and destroy their creators?

***

Trading stocks, options and commodities in these treacherous times calls for great patience and skill. Click here if you’d like to see how Rick’s Picks approaches the challenge.

  • Steve August 9, 2012, 4:34 pm

    Gary, I am always amazed by any person who thinks the world is exactly, and only as they see it. That everyone else must be exactly the same single organism “homo-void” created from primal mud by a cookie cutter. That; being Gary is the only, and I mean ONLY correct way to be.

    If only everyone can be given a green bucket and a red shovel to play in black sand before they are five after being skin colored brown!

    The sand box, from a science perspective, is always skewed because it starts with an adult human theory of what is correct and sets about NOT to find the truth, but to skew the facts to create a truth by consensus of opinion.

    People wearing rose colored glasses always cry out for help from others who see clearly by having experienced the whole of living, not some protected sand box theory where everything will be different if we take the child away from the parent and raise it just like SO in a highly limited controled enviroment created by the minds of a few in consensus.

    I love it when little Rose meets BIG GRIZ and the Laws of Nature rule the results. Good thing there are people who had their sand pail taken away fromt them Gary. Because you owe your living flesh, and way of live to Men who came before you playing with blocks of wood in the dirt and mud so as to understand the whole of the Laws of Nature.

  • Jonathan August 9, 2012, 7:11 am

    Although 440 million was lost by Knight, that same amount had to be gained by someone somewhere? Likewise, computer algos may cause devastating losses to some entity, but wouldn’t another entity gain in the process?

    *****

    Apparently, every penny lost by Knight was indeed gained by some other algo predator. RA

    • Steve August 9, 2012, 4:10 pm

      Jonathan, Not necessarily an equal loss/gain scenario. Supposed gain/loss on paper is unrealized gain/loss because no sale has taken place. Thus, a stock ‘promise’ bought and held by a broker at 10 that rises to 30 only has unrealized gain to the supposed owner (which is really the broker). Accounting theory allows the unrealized gain to be claimed as “real gain” in reporting ( or loss). Said paper/computer entry can fall back to 10 without any actual gain or loss. Once again one can look at what is allowed by politocos in accounting standards. With the right rules an accountant can turn a pig ear into an ounce of gold.

      What was lost if one buys at 10, the stock goes to 99, and then falls back to 10 ? – NOTHING actually.

      The issues of commercial banking/loan/trading fraud would take more time and much more space. Suffice it to say that there is a reason why the ones who ‘control’ support a fiat system that is unpunished high treason.

  • Rusty August 9, 2012, 3:36 am

    No he has not, Rusty is on vacation. Imho what Rick is talking about is much bigger than the markets. I mean the looks on peoples faces when the Deeds referencing their real property vaporizes with “computer error.” Think you own your car even if paid for? You got a certificate of title, not actual title. How about RFID or bar codes? Think those are to make your life easier? V that is why nickels are in order; laugh if you want.

    • Rusty August 9, 2012, 3:47 am

      Got to add this- if you want to know what is really going on in a variety of areas (not markets though) hang out at the waiting room of a big city jail for several hours. You will make friends and hear and learn stuff that will curl your hair. A medium and up security prison works as well. Nothing to lose and you will have new fodder for the book you have been working on.

    • V-D August 9, 2012, 8:39 pm

      rus, if you like curling your hair, you should try being inside the jail itself, a few hours or more, and not just in the waiting room. you’ll learn what’s life about there.

      and as to nickels, I never shunned them, specially if they are actually made of nickel.
      all I said previously was that usa quarters were better, and specially if made of silver.

  • Jill August 9, 2012, 12:17 am

    Yes, Gary, how dare you notice that the stock market keeps going up? V thinks that if he insults you enough, you’ll stop noticing that and leave perma-bears like him in peace to deny that fact. His insults don’t seem to be working so far though. Like most humans, when his habitual behavior isn’t working, he does it more and more. Strange thing about us human being,s but all of us have done that at times.

    • V August 9, 2012, 12:35 am

      jillie, my love, as usual, you miss the point.

      the point is not, whether the stockmarket goes up,
      or if permabull gary is right or wrong.

      sweetie, did you not read ra’s article above? the one you are posting on?
      hey, wake up, this is a permabear site, r e a d s l o w l y article above.

      all I am saying is little gary does not belong here, period. period. period.

      and all he does, is distract here, with facetious blinders bull arguments,

      serious bear discussion. and to the point that everyone has given up.

      so droning ever boring gary has won. so congratulations, gare.

      you alone have practically closed down this permabear site.

      but hey, say goodbye to old cranky bossy wifey, and run away with jillie,

      for I think she—loves you. and I’ll bet my bottom usa dollar, jillie is cuter.

    • gary leibowitz August 9, 2012, 3:21 pm

      Jill,

      Recent studies suggest that by age 5 personality traits get set. The most shocking discovery from this 50 year study shows one specific event shapes our behavior for the rest of our lives.

      Let me start off by stating that the top 10 psychology schools received a government grant in 1962. They each received specific instructions on how to conduct this test. The results were tabulated over a 50 year period.

      The landmard clinical trials concluded that one specific environmental incident out of all the other physical, genetic, and environmental changes resulted in a permanent alteration of a persons psychological makeup.

      The study concludes that a child up to the age of 5 that was denied an equal opportunity to a sand pail and shovel turned cynical on life in general.

      This landmark discovery has just now resulted in a world wide school curriculum change that requires each kindergarten student to take a pail and shovel test upon enrollment. If he/she fails, they are immediately placed in a room by themselves with a sand box, pail and shovel. They believe some of the new genetically wired negativity traits can be reversed.
      In another 50 years we will see if this newly designed test was successful.

      Unfortunately adults will have to live with their pail/shovel syndrome for the rest of their lives. Hopefully this terrible distortion of human behavior can be eradicated forever. Only time will tell.

    • Benjamin August 9, 2012, 5:36 pm

      Gary: (Why) Are you guys out of your muckin’ finds?

    • gary leibowitz August 9, 2012, 6:16 pm

      Lighten up people.

      Just trying to add some “transparency” to the permabear notion that all things are defined and packaged into a neat bundle. This guy has been a permabear when it wasn’t in vogue.

      While everyone here refuses to hear my arguments and instantly labels me a permabull, they do have merit since this whole year has been a bulls paradise.

      I don’t force markets and the economy to behave on an emotional level. I stay away from the notion of fairness or retribution. Clinical analysis is a very hard practice, but once mastered it can save you long sleepless nights.

      Me, I am a permabear that has been hibernating for a year. I suspect I wouln’t be woken up till sometime in the 1st quarter of next year. I actually think it will be at the very end of the first quarter. Until that time I can dream that the world is a safe happy place.

    • V August 9, 2012, 8:18 pm

      gary, so now on top being a pennyante bullmarket bullsh-tter, you are also a pennyante clinical psychologist.

      yawn. how fknng boring droning can you be, child.

      (btw, what happens to those 5 yrs olds, with no sand, shovel or pail? talk about a simplistic monkey trial case study, made for utter village idiots like you).

      actually, the human brain is growing about approx. 80% to it’s future mature size, and connecting growing synapses together, while adding infinite pain and/or pleasure association survival principles, up to near 7 yrs of age (as even older, more serious brainscan studies have shown, along with corroborating concurrent character psych studies).

      But yes, the human permanent character is near fully formed, due to brainsize growth, by (just before) the age of 7 (not 5) and for all individual humans; even though the brain continues to growth a bit further (another approx. 20%), all the way through teens. And of course, puberty adjustments (or none, as in your case), are an additional informational factor.

      but I know your mickeymouse psych thesis above, is no different than what your usual droning boring mickeymouse bull arguments are; since you are this website’s mental mickeymouse, or didn’t you know that already. yawn.

      Because, child, if I wanted to go bull, I could present 10 times better arguments than you, on the bull case.

      and as such, I will. and here it is:
      (disregard bold letters, that’s how I saved it)

      THOUGH I AM THE ULTIMATE PERMABEAR, BASED ON QUADRILLION+$ IN WORLD -DERIVATIVE- DEBT,

      THERE ARE 3 CRUCIAL CURRENT THINGS THAT CAN’T BE IGNORED, ASSURING A -HUGE- SPX RALLY AHEAD.

      1. LARGEST SHORT-VOLUME IN LAST 5 YEARS, SO THERE ARE MANY -HUGE- SHORT-COVERING RALLIES, STRAIGHT AHEAD.

      2. MERRILL LYNCH’S “Sell Side Consensus Indicator” fell to 43.9, IT’S LOWEST READING SINCE IT BEGAN IN 1985,
      AND ANY READING SINCE THEN, UNDER 50, HAS BEEN 100% ACCURATE, IN PREDICTING A BIG BULLMARKET RALLY IS AHEAD.

      http://www.businessinsider.com/bofa-our-contrarian-indicator-is-flashing-the-biggest-buy-signal-weve-ever-seen-2012-8

      3. RECENT ARTICLES ON “THE DEATH OF EQUITIES”, BY PIMCO’S GROSS, AND D. ROSENBERG.
      AND YOU ALL KNOW HISTORY ON THAT, BACK TO 1979 BUSINESSWEEK COVER.

      I KNOW IT MAKES NO SENSE AT ALL, BUT THESE ARE THE FACTS,
      AND WORST IS: CURRENTLY, LARGEST SHORT POSITIONS IN 5 YEARS.

      THEREFORE, I CONSIDER IT A CERTAINTY, THAT 1422 S&P500 WILL BE BROKEN UP.

      THEN, THE ONLY THING TO STILL HOLD A BEAR CASE, IS THE 2007 TOP AT 1576.

      AND BEYOND 1576 S&P500, THE CURRENT M.L.’S SSC INDICATOR, POINTS TO 1800.

      BUT I KNOW THINGS CAN CHANGE FAST IN BULLISH RATIO, ONCE S&P500 BREAKS 1422.

      SO I CONTINUE TO OPINE WE ARE IN THE ENDGAME BEAR, TO BE CONTAINED BY 1576.

      YET, THERE IS ANOTHETHOUGH I AM THE ULTIMATE PERMABEAR, BASED ON QUADRILLION+$ IN WORLD -DERIVATIVE- DEBT,
      THERE ARE 3 CRUCIAL CURRENT THINGS THAT CAN’T BE IGNORED, ASSURING A -HUGE- SPX RALLY AHEAD.

      1. LARGEST SHORT-VOLUME IN LAST 5 YEARS, SO THERE ARE MANY -HUGE- SHORT-COVERING RALLIES, STRAIGHT AHEAD.

      2. MERRILL LYNCH’S “Sell Side Consensus Indicator” fell to 43.9, IT’S LOWEST READING SINCE IT BEGAN IN 1985,
      AND ANY READING SINCE THEN, UNDER 50, HAS BEEN 100% ACCURATE, IN PREDICTING A BIG BULLMARKET RALLY IS AHEAD.

      http://www.businessinsider.com/bofa-our-contrarian-indicator-is-flashing-the-biggest-buy-signal-weve-ever-seen-2012-8

      3. RECENT ARTICLES ON “THE DEATH OF EQUITIES”, BY PIMCO’S GROSS. AND YOU KNOW HISTORY ON THAT, BACK TO ’79.

      I KNOW IT MAKES NO SENSE AT ALL, BUT THESE ARE THE FACTS,
      AND WORST IS: CURRENTLY, LARGEST SHORT POSITION IN 5 YEARS.

      THEREFORE, I CONSIDER IT A CERTAINTY, THAT 1422 S&P500 WILL BE BROKEN.
      THEN, THE ONLY THING TO STILL HOLD A BEAR CASE, IS THE 2007 TOP AT 1576.

      AND BEYOND 1576 S&P500, THE CURRENT M.L.’S SSC INDICATOR, POINTS TO 1800.

      BUT I KNOW THINGS CAN CHANGE FAST IN BULLISHNESS, ONCE S&P500 BREAKS 1422.
      SO I CONTINUE TO OPINE WE ARE IN THE ENDGAME BEAR, TO BE CONTAINED BY 1576.

      YET, THERE IS ANOTHER -HUGE- BULLRIDE AHEAD, THAT WILL WIPE OUT ALL SHORTS.

    • V-D August 9, 2012, 8:31 pm

      gary, so now on top being a pennyante bullmarket bullsh-tter, you are now also a pennyante clinical psychologist.

      yawn. how f-knng boring droning can you be, child.

      (btw, what happens to those 5 yrs olds, with no sand, shovel or pail? talk about a simplistic monkey trial case study, made for utter village idiots like you).

      actually, the human brain is growing about approx. 80% to it’s future mature size, and connecting growing synapses together, while adding infinite pain and/or pleasure association survival principles, up to near 7 yrs of age (as even older, more serious brainscan studies have shown, along with corroborating concurrent character psych studies).

      But yes, the human permanent character is near fully formed, due to brainsize growth, by (just before) the age of 7 (not 5) and for all individual humans; even though the brain continues to growth a bit further (another approx. 20%), all the way through teens. And of course, puberty adjustments (or none, as in your case), are an additional informational factor.

      but I know your mickeymouse psych thesis above, is no different than what your usual droning boring mickeymouse bull arguments are; since you are this website’s mental mickeymouse, or didn’t you know that already. yawn.

      Because, child, if I wanted to go bull, I could present 10 times better arguments than you, on the bull case.

      and as such, I will. and here it is:
      (disregard bold letters, that’s how I saved it)

      THOUGH I AM THE ULTIMATE PERMABEAR, BASED ON QUADRILLION+$ IN WORLD -DERIVATIVE- DEBT,

      THERE ARE 3 CRUCIAL CURRENT THINGS THAT CAN’T BE IGNORED, ASSURING A -HUGE- SPX RALLY AHEAD.

      1. LARGEST SHORT-VOLUME IN LAST 5 YEARS, SO THERE ARE MANY -HUGE- SHORT-COVERING RALLIES, STRAIGHT AHEAD.

      2. MERRILL LYNCH’S “Sell Side Consensus Indicator” fell to 43.9, IT’S LOWEST READING SINCE IT BEGAN IN 1985,
      AND ANY READING SINCE THEN, UNDER 50, HAS BEEN 100% ACCURATE, IN PREDICTING A BIG BULLMARKET RALLY IS AHEAD.

      http://www.businessinsider.com/bofa-our-contrarian-indicator-is-flashing-the-biggest-buy-signal-weve-ever-seen-2012-8

      3. RECENT ARTICLES ON “THE DEATH OF EQUITIES”, BY PIMCO’S GROSS, AND D. ROSENBERG.
      AND YOU ALL KNOW HISTORY ON THAT, BACK TO 1979 BUSINESSWEEK COVER.

      I KNOW IT MAKES NO SENSE AT ALL, BUT THESE ARE THE FACTS,
      AND WORST IS: CURRENTLY, LARGEST SHORT POSITIONS IN 5 YEARS.

      THEREFORE, I CONSIDER IT A 99% CERTAINTY, THAT 1422 S&P500 WILL BE BROKEN UP.

      THEN, THE ONLY THING TO STILL HOLD A BEAR CASE, IS THE 2007 TOP, AT 1576.

      AND BEYOND 1576 S&P500, THE CURRENT M.L.’S SSC INDICATOR, POINTS TO 1800.

      BUT I KNOW THINGS CAN CHANGE FAST IN BULLISH RATIO, ONCE S&P500 BREAKS 1422.

      SO I CONTINUE TO OPINE WE ARE IN THE ENDGAME BEAR, AND TO BE CONTAINED BY 1576, BEFORE THE MAJOR CRASH REVERSAL.

      YET, THERE IS ANOTHER SOON FORTHCOMING -HUGE- BULLRIDE AHEAD, THAT WILL WIPEOUT ALL SHORTS.

    • Benjamin August 9, 2012, 10:22 pm

      Gary,

      I’m lightened. In fact, I already was. Say pail and psychologist in the same sentence, and I instantly recall…

      http://www.youtube.com/watch?v=iyXAlHsdv5A

      Anyway, does anyone see a difference between what Steve said (below, re: disappearing valuation, not wealth) and the possibility of digital evaporations? And what about what Rusty pointed out (re: bird in the hand < two in the bush)?

      I'll tell yall one thing: The last thing that saved central banking from it's deserved verdict was two world wars. I don't think TPTB will try the same escape route twice in the same century (or around abouts). And they sure as heck can't make nature have a series of disasters. Computer "glitch" it is? Hmm… I don't see another way.

      And to clarify, I didn't mean in my OP that someone or a handful walks away with it all. What I meant was preserving the concepts and practices of central banking, by leaving nothing behind by which it can be scrutinized by the general population. Everyone loses everything, but the process starts over again because it was never officially discredited. And with absolutely nothing left behind… Well, desperation would probably kill whatever criticism/resistence is left.

      Wait and see, I says, if Hell on Earth isn't allowed to stretch its legs for a time, and roam lose. Frankly, I'd rather have a hopeless, life-long case of pail envy…

  • Hugo August 8, 2012, 9:35 pm

    Rogue algo’s we seen quite a few times by now. Per definition thus not a black swan anymore. Taken from the definition in your post ”because nothing in the past can convincingly point to its possibility”.

    Fukushima, that was a black swan. If you were massively short TEPCO…..

  • gary leibowitz August 8, 2012, 3:56 pm

    We had the spectacular 1987 drop at a time when the economy was firing on all cylinders. In the 90’s we had a one day event that defies explanation. The Nasdaq dropped 13 percent and reversed back 12 percent all in the same day. A 25 percent move in one day.

    I would suggest it’s likely that most programs were written with key similarities and they triggered to sell when conditions hit those similarities. Today I suspect programs have become more proprietary with more sophisticated quantitative analysis. While the Elliot Wave has become a sort of standard it is not a methiod that can be feed into a computer program without some bias assumptions.

    I would suggest that plain old fundamentals will lead the way in determining the likelihood of another crash. If for instance the street interprets corporate earnings to rise 15 percent, and a combination of events and company announcements make it clear that it will actually be a loss, you can bet it will cause a swoon in prices. The more euphoric the expectation of a large earnings spike combined with a sudden realization that conditions have reversed, you could see such a “flash crash”.

    As for todays possible dramatic drop, I find it highly unlikely.

    My unorthodox theory is that we are still in a financial bubble that went from the Dot.Bombs to Real Estate to maintaning an extremely high level of Corporate productivity in order to squeeze every available profit margin out there. This too will wreck havoc on the stock market once it fails. The new paradigm of corporate behavior resulted in a permanent change in how it treats its workers. While americans are adapting to this new corporate policy there will come a time when increasing productivity will not result in more profits. If the wage component is broken, as the bank lending component is now mended, the result will be a shift back to borrowing to maintain a certain life style. Once that is tapped out the final economic winter should occur.

    Where are we today? Not there yet.

    An articles excerpt:

    “The productivity of U.S. workers rebounded in the second quarter as employers sought to protect earnings by squeezing more out of existing staff.

    The measure of worker output per hour increased at a 1.6 percent annual rate following a revised 0.5 percent drop in the prior three months, figures from the Labor Department showed today in Washington. Expenses per employee climbed at a 1.7 percent rate after surging a revised 5.6 percent.”

  • PhotoRadarScam August 8, 2012, 7:37 am

    One way to “fix” the problem of rogue algorithms might be to charge higher commissions. I believe these high speed trades are making only a few dollars per trade sometimes and paying pennies in commissions. Cranking up commissions a little bit would probably cap the activity a bit.

  • Benjamin August 8, 2012, 6:32 am

    Not that I dismiss the possibility, but if it were to happen this very instant, I would be skeptical of the “computer error” explanation. After all, it’s the 21st century explanation for so much that goes wrong on a daily basis. Then you have something like the modern day banking and financial system, which is destined to fail by design; it wouldn’t surprise me to learn that the list of such “errors”, to date, were planned ahead of time, to cover up the inherent inadequacies/evils of said system.

    Speaking of which, isn’t the picture from 2001: Space Odessy?

    • BDTR August 8, 2012, 1:10 pm

      Important essay, Rick, and critical observation, Ben. (And, yes, that’s vigilant HAL 9k.)

      Once market “errors” are factored algo-wise as a means to profitably exploit, how long thereafter until they’re engineered proactively?

      It may be probable that the final cascade ensues from a diabolical exploit program in a triumph of self consuming greed.

    • V August 9, 2012, 12:52 am

      dudes ben and bdtr, of course you are right, it is all just another big scam,
      since I don’t believe programmed (for $billions) computers, could have flaw.

      For Me, I bet it was a scam, to tuck away many millions$ for owners,
      somewhere offshore, electronically. and smart. since this is now, endgame.

      Every man for himself. Live as long as you can, doing your thing. Power is all.

      USA, soon coming prison yard. read ‘lucifer’s hammer’, that’s what I see for usa.